scientific article; zbMATH DE number 3362869

MaRDI QIDQ5636210zbMATH OpenFDO

Authors Sergeĭ Mikhaĭlovich Ermakov

Publication date 1971

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Monte Carlo methods (65C05)

Cited in

(20)

• Unbiased Monte Carlo evaluation of certain functional integrals
• Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
• The Monte Carlo method
• Random sequences in generalized Cantor sets
• Admissibility conditions for a class of quadrature formulas with random nodes
• A numerical criterion for uniqueness of solutions of systems of algebraic and transcendental equations
• Unbiased estimates of the Neumann series sum by the Monte Carlo method
• Another special method to sample probability density functions
• Reject the rejection technique
• Monte Carlo complexity of global solution of integral equations
• A pseudo-random number generator for personal computers
• Variance reduction by means of deterministic computation: Collision estimate
• Monte Carlo method for solving Fredholm integral equations of the second kind
• A general algorithm for simulation of random variables
• The Monte Carlo Complexity of Fredholm Integral Equations
• On reduction of computational cost of imitation Monte Carlo algorithms for modeling rarefied gas flows
• Representativeness of a sample in Monte Carlo method
• An algorithm to construct separable \(\epsilon\)-nets of two sets
• Number-theoretic method in approximate analysis
• Particle method for electrons in a scattering medium

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